+33.8%
SHEL vs CMS
-4.6%
+38.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -4.3% | +5.3% | -9.6% | -4.7% |
| 3M | +10.4% | -0.3% | +10.7% | +10.3% |
| 6M | +17.5% | -4.0% | +21.6% | +17.8% |
| YTD | +37.8% | +2.1% | +35.7% | +36.6% |
| 1Y | +33.8% | -4.7% | +38.5% | +33.8% |
| All | +33.8% | -4.6% | +38.4% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling